CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$m$	41
$α$	0.0000	0.00
$β$	0.8324	221.20
$γ$	0.1833	43.35
$λ_{1}$	0.0083	4.13
$λ_{2}$	0.0440	3.87
$λ_{3}$	0.9491	72.08

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AEX-Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other AEX-Index Analyses